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Morgan Stanley Call 240 TRV 21.06.../  DE000MB81S39  /

Stuttgart
5/15/2024  8:51:16 PM Chg.-0.019 Bid9:58:56 PM Ask9:58:56 PM Underlying Strike price Expiration date Option type
0.024EUR -44.19% 0.025
Bid Size: 20,000		 0.047
Ask Size: 20,000		 The Travelers Compan... 240.00 - 6/21/2024 Call
 

Master data

WKN: MB81S3
Issuer: Morgan Stanley
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 6/21/2024
Issue date: 6/28/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 295.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -3.88
Time value: 0.07
Break-even: 240.68
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 4.85
Spread abs.: 0.03
Spread %: 58.14%
Delta: 0.07
Theta: -0.04
Omega: 20.89
Rho: 0.01
 

Quote data

Open: 0.009
High: 0.026
Low: 0.009
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.83%
1 Month
  -92.00%
3 Months
  -92.00%
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.043
1M High / 1M Low: 0.330 0.043
6M High / 6M Low: 0.560 0.043
High (YTD): 4/8/2024 0.560
Low (YTD): 5/14/2024 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.76%
Volatility 6M:   226.89%
Volatility 1Y:   -
Volatility 3Y:   -